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PEX vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEX vs. TYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Global Listed Private Equity ETF (PEX) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEX achieves a -6.82% return, which is significantly higher than TYD's -10.03% return. Over the past 10 years, PEX has outperformed TYD with an annualized return of 4.91%, while TYD has yielded a comparatively lower -5.77% annualized return.


PEX

1D
0.15%
1M
3.38%
6M
-7.02%
YTD
-6.82%
1Y
-10.44%
3Y*
4.37%
5Y*
-0.25%
10Y*
4.91%
ALL TIME*
5.23%

TYD

1D
-1.01%
1M
-4.64%
6M
-8.59%
YTD
-10.03%
1Y
-8.85%
3Y*
-3.83%
5Y*
-14.92%
10Y*
-5.77%
ALL TIME*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$46.71K$56.13K$56.35K
$420.72K$411.37K$510.43K

PEX vs. TYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEX
ProShares Global Listed Private Equity ETF
-6.82%0.21%13.05%23.11%-25.98%28.34%-1.14%25.53%-13.31%14.33%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-10.03%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between PEX and TYD is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2013

-0.03

The correlation between PEX and TYD shifts across timeframes, from -0.03 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PEX vs. TYD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PEX
PEX Risk / Return Rank: 44
Overall Rank
PEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PEX Sortino Ratio Rank: 44
Sortino Ratio Rank
PEX Omega Ratio Rank: 44
Omega Ratio Rank
PEX Calmar Ratio Rank: 55
Calmar Ratio Rank
PEX Martin Ratio Rank: 44
Martin Ratio Rank

TYD
TYD Risk / Return Rank: 66
Overall Rank
TYD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 55
Sortino Ratio Rank
TYD Omega Ratio Rank: 55
Omega Ratio Rank
TYD Calmar Ratio Rank: 66
Calmar Ratio Rank
TYD Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PEX vs. TYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Global Listed Private Equity ETF (PEX) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PEXTYDDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

0.90

0.94

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.39

-0.14

Martin ratioReturn relative to average drawdown

-1.04

-0.84

-0.20

PEX vs. TYD - Sharpe Ratio Comparison

The current PEX Sharpe Ratio is -0.71, which is lower than the TYD Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of PEX and TYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEX vs. TYD - Drawdown Comparison

The maximum PEX drawdown since its inception was -49.17%, smaller than the maximum TYD drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for PEX and TYD.


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Drawdown Indicators


PEXTYDDifference

Max Drawdown

Largest peak-to-trough decline

-49.17%

-64.28%

+15.11%

Max Drawdown (1Y)

Largest decline over 1 year

-21.09%

-14.41%

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

-22.32%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

-59.80%

+23.22%

Max Drawdown (10Y)

Largest decline over 10 years

-49.17%

-64.28%

+15.11%

Current Drawdown

Current decline from peak

-15.79%

-60.90%

+45.11%

Average Drawdown

Average peak-to-trough decline

-8.34%

-22.29%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

6.69%

+4.10%

Volatility

PEX vs. TYD - Volatility Comparison

ProShares Global Listed Private Equity ETF (PEX) has a higher volatility of 3.74% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.45%. This indicates that PEX's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEXTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.45%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

10.38%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

13.68%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

22.92%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

20.18%

-0.92%

PEX vs. TYD - Expense Ratio Comparison

PEX has a 3.13% expense ratio, which is higher than TYD's 1.09% expense ratio.


Dividends

PEX vs. TYD - Dividend Comparison

PEX's dividend yield for the trailing twelve months is around 8.52%, more than TYD's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
PEX
ProShares Global Listed Private Equity ETF
8.52%12.80%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%3.24%12.50%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.43%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


PEX and TYD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEX has higher volatility (3.74%) compared to TYD (3.45%). In terms of maximum drawdown, PEX dropped -49.17% vs TYD's -64.28%.

On 10-year performance, PEX leads with 4.91% vs -5.77% for TYD. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PEX has performed better with a 4.91% return vs -5.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TYD is cheaper with a 1.09% expense ratio, compared with 3.13% for PEX.

PEX has the higher dividend yield at 8.52%, compared with 3.43% for TYD.

PEX is categorized as Financials Equities, while TYD is Leveraged Bonds. PEX tracks LPX Direct Listed Private Equity Index, while TYD tracks NYSE 7-10 Year Treasury Bond Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 3.13% for PEX and 1.09% for TYD.

TYD currently has the higher Sharpe Ratio (-0.41 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PEX and TYD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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